Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928961.0727 | 701087.3647 | 227873.708 | 1861895.77 | 655711.2763 | 1206184.4937 |
Total P&L (%) | 928.9611 | 701.0874 | 227.8737 | 1861.8958 | 655.7113 | 1206.1845 |
Avg Daily Profit (%) | 0.6294 | 0.475 | 0.1544 | 0.2019 | 0.1371 | 0.1743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106027 | -153963 | -69338 | -1406978 | -1792286 | -942026 |
Profit Factor | 1.9575 | 2.2714 | 1.5441 | 1.1719 | 1.1057 | 1.2605 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 96 | 37 | 59 | 96 | 37 | 59 |
Losing Trades | 154 | 88 | 66 | 154 | 88 | 66 |
Profitability (%) | 38.4 | 29.6 | 47.2 | 38.4 | 29.6 | 47.2 |
Ratio Avg Win / Avg Loss | 3.1401 | 5.4022 | 1.7273 | 1.8799 | 2.6299 | 1.4101 |
Largest Winning Trade | 553312 | 553312 | 31755 | 1666456 | 1666456 | 525164 |
Largest Losing Trade | -24087 | -21795 | -24087 | -419615 | -419615 | -282422 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 29 | 32 | 28 | 29 | 32 | 28 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4369 | 1973 | 2396 | 4369 | 1973 | 2396 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450017 | 188160 | 319849 | -25198 | -122159 | 238566 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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